+45.7%
EXC vs TRI
-10.1%
+55.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | +0.3% | -8.4% | +8.7% | +1.3% |
| 30D | -0.9% | -6.5% | +5.6% | -0.2% |
| 3M | -2.7% | +18.6% | -21.3% | -5.4% |
| 6M | -9.4% | -10.4% | +1.1% | -8.3% |
| YTD | +3.0% | -23.7% | +26.7% | +8.7% |
| 1Y | +5.1% | -42.5% | +47.6% | +19.6% |
| 3Y | +20.6% | -19.3% | +39.9% | +17.9% |
| 5Y | +45.7% | -9.7% | +55.4% | +31.0% |
| All | +45.7% | -10.1% | +55.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling